-26.7%
DT vs CDW
-19.1%
-7.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -3.3% | +3.2% | -6.5% | -4.5% |
| 30D | +2.0% | +9.3% | -7.2% | -1.8% |
| 3M | +20.0% | +9.8% | +10.2% | +13.6% |
| 6M | +39.3% | +23.3% | +16.0% | +22.1% |
| YTD | +19.8% | +13.7% | +6.1% | +8.6% |
| 1Y | +4.3% | -6.5% | +10.8% | +3.9% |
| 3Y | +7.7% | -25.2% | +32.9% | +15.4% |
| All | -26.7% | -19.1% | -7.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling